| Subject: | XploRe Application Guide |
| See XploRe: |
| Quantlet: | flts04 | |
| Description: | Bandwidth selection for Nadaraya-Watson estimates of NAR(1) model for lynx data | |
| Download: | flts04.xpl |
library("smoother")
library("plot")
setsize(640,480)
; data preparation
lynx = read("lynx.dat")
lynxrows = rows(lynx)
lag1 = lynx[1:lynxrows-1] ; vector of first lag
y = lynx[2:lynxrows] ; vector of dep. var.
data = lag1~y
data = log(data)
;
tmp = regxbwsel(data) | Subject: | XploRe Application Guide |
| See XploRe: |